Vladimir Krastev (2013)
Open Mathematics
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We consider a class of age-structured control problems with nonlocal dynamics and boundary conditions. For these problems we suggest Arrow-type sufficient conditions for optimality of problems defined on finite as well as infinite time intervals. We examine some models as illustrations (optimal education and optimal offence control problems).
Revaz Gamkrelidze (2009)
Control and Cybernetics
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Vladimir Veliov (2005)
Control and Cybernetics
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Lahrech, Samir, Addou, Ahmed (2004)
Applied Mathematics E-Notes [electronic only]
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Carlo Sinestrari (2004)
ESAIM: Control, Optimisation and Calculus of Variations
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We consider an optimal control problem of Mayer type and prove that, under suitable conditions on the system, the value function is differentiable along optimal trajectories, except possibly at the endpoints. We provide counterexamples to show that this property may fail to hold if some of our conditions are violated. We then apply our regularity result to derive optimality conditions for the trajectories of the system.
McRae, Farzana A. (1993)
Journal of Applied Mathematics and Stochastic Analysis
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Lorenzo Ntogramatzidis (2003)
Kybernetika
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This short paper deals with the classical finite-horizon linear-quadratic regulator problem with the terminal state constrained to be zero, for both continuous and discrete-time systems. Closed-form expressions for the optimal state and costate trajectories of the Hamiltonian system, as well as the corresponding control law, are derived through the solutions of two infinite- horizon LQ problems, thus avoiding the use of the Riccati differential equation. The computation of the optimal...